Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,718.4 |
1,733.6 |
15.2 |
0.9% |
1,725.0 |
High |
1,728.4 |
1,735.1 |
6.7 |
0.4% |
1,737.0 |
Low |
1,707.0 |
1,718.8 |
11.8 |
0.7% |
1,707.0 |
Close |
1,726.8 |
1,724.5 |
-2.3 |
-0.1% |
1,724.5 |
Range |
21.4 |
16.3 |
-5.1 |
-23.8% |
30.0 |
ATR |
25.4 |
24.7 |
-0.6 |
-2.6% |
0.0 |
Volume |
38 |
80 |
42 |
110.5% |
426 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.0 |
1,766.1 |
1,733.5 |
|
R3 |
1,758.7 |
1,749.8 |
1,729.0 |
|
R2 |
1,742.4 |
1,742.4 |
1,727.5 |
|
R1 |
1,733.5 |
1,733.5 |
1,726.0 |
1,729.8 |
PP |
1,726.1 |
1,726.1 |
1,726.1 |
1,724.3 |
S1 |
1,717.2 |
1,717.2 |
1,723.0 |
1,713.5 |
S2 |
1,709.8 |
1,709.8 |
1,721.5 |
|
S3 |
1,693.5 |
1,700.9 |
1,720.0 |
|
S4 |
1,677.2 |
1,684.6 |
1,715.5 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.8 |
1,798.7 |
1,741.0 |
|
R3 |
1,782.8 |
1,768.7 |
1,732.8 |
|
R2 |
1,752.8 |
1,752.8 |
1,730.0 |
|
R1 |
1,738.7 |
1,738.7 |
1,727.3 |
1,730.8 |
PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,718.9 |
S1 |
1,708.7 |
1,708.7 |
1,721.8 |
1,700.8 |
S2 |
1,692.8 |
1,692.8 |
1,719.0 |
|
S3 |
1,662.8 |
1,678.7 |
1,716.3 |
|
S4 |
1,632.8 |
1,648.7 |
1,708.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,737.0 |
1,707.0 |
30.0 |
1.7% |
15.1 |
0.9% |
58% |
False |
False |
85 |
10 |
1,751.5 |
1,706.5 |
45.0 |
2.6% |
21.0 |
1.2% |
40% |
False |
False |
224 |
20 |
1,761.3 |
1,649.2 |
112.1 |
6.5% |
24.3 |
1.4% |
67% |
False |
False |
45,229 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
25.6 |
1.5% |
84% |
False |
False |
82,672 |
60 |
1,767.1 |
1,523.9 |
243.2 |
14.1% |
29.3 |
1.7% |
82% |
False |
False |
94,889 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
31.2 |
1.8% |
71% |
False |
False |
74,425 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
32.9 |
1.9% |
71% |
False |
False |
60,263 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.3% |
37.3 |
2.2% |
50% |
False |
False |
50,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.4 |
2.618 |
1,777.8 |
1.618 |
1,761.5 |
1.000 |
1,751.4 |
0.618 |
1,745.2 |
HIGH |
1,735.1 |
0.618 |
1,728.9 |
0.500 |
1,727.0 |
0.382 |
1,725.0 |
LOW |
1,718.8 |
0.618 |
1,708.7 |
1.000 |
1,702.5 |
1.618 |
1,692.4 |
2.618 |
1,676.1 |
4.250 |
1,649.5 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,727.0 |
1,723.7 |
PP |
1,726.1 |
1,722.8 |
S1 |
1,725.3 |
1,722.0 |
|